SEARCH

SEARCH BY CITATION

References

  • Baillie, R., & Bollerslev, T. (1994). Cointegration, fractional cointegration, and exchange rate dynamics. Journal of Finance, 49, 737745.
  • Beck, N. (1993). The methodology of cointegration. Political Analysis, 4, 237248.
  • Bremmer, D., & Kesselring, R. (2004). Divorce and female labor force participation: Evidence from time-series data and cointegration. Atlantic Economic Journal, 32, 175190.
  • Carver, C. S., & Scheier, M. F. (1998). On the self-regulation of behavior. Cambridge : Cambridge University Press.
  • Cattell, R. B. (1987). Intelligence: Its structure, growth and action. Amsterdam : North-Holland.
  • Congdon, P. (2003). Applied Bayesian modelling. Chichester: Wiley.
  • Costa, P. T., & McCrae, R. R. (1992). Normal personality assessment in clinical practice: The NEO Personality Inventory. Psychological Assessment, 4, 513.
  • Darrat, A., & Al Yousif, Y. (1999). On the long-run relationship between population and economic growth: Some time series evidence for developing countries. Eastern Economic Journal, 25, 301306.
  • Delignières, D., Fortes, M., & Ninot, G. (2004). The fractal dynamics of self-esteem and physical self. Nonlinear Dynamics in Psychology and Life Sciences, 8, 479510.
  • Dickey, D. A., & Fuller, W. A. (1979). Distributions of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, 74, 427431.
  • Engle, R. F., & Granger, W. J. (1987). Co-integration and error correction: Representation, estimation and testing. Econometrica, 55, 251276.
  • Gilden, D. L. (2001). Cognitive emissions of 1/f noise. Psychological Review, 108, 3356.
  • Glass, G. V., Willson, V. L., & Gottman, J. M. (1975). Design and analysis of time-series experiments. Boulder: Colorado Associated University Press.
  • Guastello, S. J., Koopmans, M., & Pincus, D. (2009). Chaos and complexity in psychology: The theory of nonlinear dynamical systems. Cambridge : Cambridge University Press.
  • Hamaker, E. L., Zhang, Z., & van der Maas, H. L. J. (2009). Using threshold autoregressive models to study dyadic interactions. Psychometrika, 74, 727745.
  • Hamilton, J. (1994). Time series analysis. Princeton , NJ : Princeton University Press.
  • Harris, R., & Sollis, R. (2003). Applied time series modelling and forecasting. Chichester: Wiley.
  • Johansen, S. (1995). Likelihood-based inference in cointegrated vector autoregressive models. Oxford : Oxford University Press.
  • Kupfer, J., Brosig, B., & Brähler, E. (2005). A multivariate time-series approach to marital interaction. GMS Psycho-Social-Medicine, 2, Doc08. Retrieved from http://www.egms.de/en/journals/psm/2005-2/psm000017.shtml
  • Lin, Z., & Brannigan, A. (2003). Advances in the analysis of non-stationary time series: An illustration of cointegration and error correction methods in research on crime and immigration. Quality & Quantity, 37, 151168.
  • Luiz, J.-M. (2001). Temporal association, the dynamics of crime, and their economic determinants: A time series econometric model of South Africa. Social Indicators Research, 53, 3361.
  • Lütkepohl, H. (2005). New introduction to multiple time series analysis. Berlin : Springer.
  • Lütkepohl, H., & Krätzig, M. (Eds.) (2004). Applied time series econometrics. Cambridge : Cambridge University Press.
  • McNown, R. (2003). A cointegration model of age-specific fertility and female labor supply in the United States. Southern Economic Journal, 70, 344358.
  • Mischel, W. (1969). Continuity and change in personality. American Psychologist, 24, 10121018.
  • Molenaar, P. C. M. (2007). Psychological methodology will change profoundly due to the necessity to focus on intra-individual variation. Integrative Psychological & Behavioral Science, 41, 3540.
  • Murray, M. P. (1994). A drunk and her dog: an illustration of cointegration and error correction. American Statistician, 48, 3739.
  • O’Brien, R. (1999). Measuring the convergence/divergence of ‘serious crime’ arrest rates for males and females: 1960–1995. Journal of Quantitative Criminology, 15, 97114.
  • Rosenberg, M. (1995). Self-concept from middle childhood through adolescence. In J. Sules & A. G. Greenwald (Eds.), Psychological perspectives on the self, Vol. 3 (pp. 107136). Hillsdale , NJ : Erlbaum.
  • Schaie, K. W. (1996). Intellectual development in adulthood: The Seattle Longitudinal Study. Cambridge : Cambridge University Press.
  • Schiepek, G. (2003). A dynamic system approach to clinical case formulation. European Journal of Psychological Assessment, 19, 175184.
  • Shoda, Y., Tiernan, S. L., & Mischel, W. (2002). Personality as a dynamic system: Emergence of stability and distinctiveness from intra- and interpersonal interactions. Personality and Social Psychology Review, 6, 316325.
  • Skinner, E. A., & Zimmer-Gembeck, M. J. (2007). The development of coping. Annual Review of Psychology, 58, 119144.
  • Smith, A., & Harrison, R. (1995). A drunk, her dog and a boyfriend: An illustration of multiple cointegration and error correction. Technical report, University of Canterbury, Christchurch , New Zealand . Retrieved from http://www.econ.canterbury.ac.nz/downloads/amstat.pdf
  • Stadnytska, T. (2010). Deterministic or stochastic trend: Decision on the basis of the augmented Dickey–Fuller test. Methodology, 6, 8392.
  • Stadnytska, T. (2011). Applied multivariate time series modeling. Manuscript submitted for publication.
  • Stadnytska, T., & Gruber, A. (2011). Modelling and distinguishing nonstationary dynamic systems. Manuscript submitted for publication.
  • Stroe-Kunold, E., & Werner, J. (2008). Modeling human dynamics by means of cointegration methodology. Methodology, 4, 113131.
  • Stroe-Kunold, E., & Werner, J. (2009). A drunk and her dog: A spurious relation? Cointegration tests as instruments to detect spurious correlations between integrated time series. Quality & Quantity, 43, 913940.
  • Tschacher, W., Baur, N., & Grawe, K. (2000). Temporal interaction of process variables in psychotherapy. Psychotherapy Research, 10, 296309.
  • Tschacher, W., Haemmig, R., & Jacobshagen, N. (2003). Time series modeling of heroin and morphine drug action. Psychopharmacology, 165, 188193.
  • Tschacher, W., & Ramseyer, F. (2009). Modeling psychotherapy process by time-series panel analysis (TSPA). Psychotherapy Research, 19, 469481.
  • Vallacher, R. R., & Nowak, A. (1994). Dynamical systems in social psychology. Academic Press, San Diego , CA .
  • Van der Maas, H. L. J., & Molenaar, P. C. M. (1992). Stagewise cognitive development: An application of catastrophe theory. Psychological Review, 99, 395417.
  • Wagenmakers, E.-J., Farrell, S., & Ratcliff, R. (2004). Estimation and interpretation of 1/fα noise in human cognition. Psychonomic Bulletin & Review, 11, 579615.
  • Willi, J. (1984). The concept of collusion: A combined systemic-psychodynamic approach to marital therapy. Family Process, 23, 17785.
  • Witkiewitz, K., Van der Maas, J. L., Hufford, M. R., & Marlatt, G. A. (2007). Nonnormality and divergence in posttreatment alcohol use: Reexamining the project match data another way. Journal of Abnormal Psychology, 116, 378394.
  • Witt, R., & Witte, A. (2000). Crime, prison, and female labor supply. Journal of Quantitative Criminology, 16, 6985.